+336.7%
COP vs ACGL
+324.4%
+12.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | +4.4% | +2.2% | +2.2% | +3.2% |
| 30D | 0.0% | +12.3% | -12.3% | -6.3% |
| 3M | +15.0% | +11.8% | +3.2% | +8.0% |
| 6M | +22.0% | +17.5% | +4.5% | +10.9% |
| YTD | +55.3% | +14.3% | +41.1% | +42.3% |
| 1Y | +64.1% | +18.2% | +46.0% | +47.4% |
| 3Y | +34.1% | +33.2% | +0.9% | +8.0% |
| 5Y | +133.4% | +174.3% | -40.9% | +12.3% |
| All | +336.7% | +324.4% | +12.4% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling